Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64799.6418 | 26981.7657 | 37817.8762 | 84707.023 | 32899.3936 | 51807.6294 |
Total P&L (%) | 64.7996 | 26.9818 | 37.8179 | 84.707 | 32.8994 | 51.8076 |
Avg Daily Profit (%) | 1.2442 | 0.5181 | 0.7262 | 1.1852 | 0.5476 | 0.8048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12367 | -18663 | -10013 | -19654 | -28464 | -15947 |
Profit Factor | 1.8817 | 1.5767 | 2.4159 | 1.7439 | 1.4514 | 2.2639 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 72.5 | 66.6667 | 78.3333 | 72.5 | 66.6667 | 78.3333 |
Ratio Avg Win / Avg Loss | 0.7137 | 0.7884 | 0.6682 | 0.6615 | 0.7257 | 0.6262 |
Largest Winning Trade | 6033 | 6033 | 3738 | 8728 | 8728 | 4767 |
Largest Losing Trade | -10338 | -10338 | -7240 | -16015 | -16015 | -11546 |
Avg Bars in Trades | 196 | 197 | 195 | 196 | 197 | 195 |
Avg Bars in Winners | 128 | 106 | 147 | 128 | 106 | 147 |
Avg Bars in Losers | 375 | 380 | 368 | 375 | 380 | 368 |
Bars Traded | 23573 | 11862 | 11711 | 23573 | 11862 | 11711 |
Profit Streak | 0 | 12.5363 | 0 | 0 | 12.5363 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541379 | -161393 | -155759 | 542442 | -161380 | -154214 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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